+64.3%
DDOG vs MTZ
+165.3%
-101.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.4% | +7.8% |
| 7D | +7.7% | +2.3% | +5.4% | +6.8% |
| 30D | -13.6% | -10.3% | -3.3% | -11.0% |
| 3M | -0.9% | -31.8% | +30.9% | +8.2% |
| 6M | +75.2% | -19.2% | +94.4% | +76.0% |
| YTD | +65.7% | +10.7% | +54.9% | +47.0% |
| 1Y | +60.4% | +37.5% | +22.8% | +29.9% |
| 3Y | +130.7% | +162.4% | -31.7% | +38.7% |
| All | +64.3% | +165.3% | -101.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling